Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.57 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47953.05 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46559.18 Kr¶

PnL: ---------------------------------------> -329.39 Kr¶

DD now: ---------------------------------> -1.392 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:08:32.079902'

Anic Portfolio¶

Today¶

Return: 0.003 %¶

This Week¶

Return: 0.084 %¶

Total¶

Return: 56.986 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -0.670000 3073.200000 102.200000 3.440000 2971.000006
SAAB B 8 1.760000 3467.200000 90.200000 2.670000 3377.000000
AcadeMedia 12 -0.400000 604.800000 47.800000 8.580000 557.000004
Corem Property Group B 59 -0.760000 617.730000 40.730000 7.060000 576.999999
Nordea Bank Abp 29 1.160000 3494.500000 40.500000 1.170000 3453.999992
Resurs Holding 22 0.430000 612.040000 38.040000 6.630000 573.999998
MedCap 2 0.000000 456.000000 35.000000 8.310000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.970000 387.100000 32.100000 9.040000 355.000000
Norva24 Group 16 1.190000 573.120000 30.120000 5.550000 543.000000
Boozt 12 -0.850000 1682.400000 28.400000 1.720000 1653.999996
HMS Networks 2 -1.350000 701.200000 28.200000 4.190000 673.000000
Intrum 4 0.440000 547.800000 20.800000 3.950000 527.000000
Swedbank A 3 0.590000 584.550000 20.550000 3.640000 564.000000
Securitas B 6 0.100000 589.200000 19.200000 3.370000 570.000000
Eastnine 4 -0.320000 504.800000 13.800000 2.810000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Coor Service Management Hold. 8 0.220000 543.200000 11.200000 2.110000 532.000000
OEM International B 7 -0.260000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Handelsbanken A 5 0.140000 548.500000 2.500000 0.460000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.770000 248.400000 2.400000 0.980000 246.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 -0.110000 573.300000 -9.700000 -1.660000 582.999984
Essity B 2 -0.040000 560.400000 -13.600000 -2.370000 574.000000
CTEK 13 -0.730000 513.630000 -20.370000 -3.810000 533.999999
Essity A 4 -0.530000 1124.000000 -25.000000 -2.180000 1149.000000
International Petroleum Corp. 5 -0.180000 557.000000 -37.570000 -6.320000 594.565215
Sampo Oyj SDB 7 -0.090000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 2.450000 560.610000 -52.390000 -8.550000 612.999432
Fasadgruppen Group 35 2.350000 3661.000000 -150.000000 -3.940000 3810.999990
Axfood 13 0.180000 3589.300000 -166.700000 -4.440000 3756.000001
OX2 18 -0.190000 1445.400000 -218.600000 -13.140000 1663.999992
Ovzon 52 0.000000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46559.180000 -329.390000 -1.39182% 46888.564618

Updated:¶

'2023-01-25 09:08:45.024390'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶